Abstract: Portfolio optimization that allows the borrowed money from a loan to be invested in risk assets is formulated as a data-driven optimization problem called POL_P. Then, in order to reflect ...

This project allows users to work with advanced portfolio optimization using natural language, without writing code. It provides 9 specialized MCP tools covering everything from classic mean-variance ...

Abstract: This paper explores advanced portfolio optimization strategies using copula and GARCH models to enhance risk management and profitability in the European stock market. By utilizing ...

The vast majority of asset management companies today use model portfolios. One question we’ve been asked many times is whether ValuEngine stock ratings can be used for portfolio management or merely ...